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Time Series Database in One Line of Clojure

If you ever worked in the financial sector, specifically high frequency trading, a time series database is a well known tool that orders up all those quotes, orders, trades for financial pleasure.

The are many of these databases available. The Wall Street being The Wall Street would of course primarily use proprietary ones, since, well, it’s proprietary :), but giving them a credit: they do outperform open source ones by a lot, at least presently (talking about millions per second).

Disrupting Time Series Business

So I decided to write an open source time series database that will outperform them all not necessarily by performance, but definitely by clarity and size. Get ready for this one line.

If you read this far that means you are ready, so let’s begin by creating a database:

(def db (sorted-map-by>))

(def db (sorted-map-by >))

Oh, by the way we are done. It’s the one and only: The Time Series Database.

This entry was posted on Wednesday, December 2nd, 2015 at 16:27 and is filed under clojure, database, time-series.
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